MosekTools.jl
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A MathOptInterface.jl interface to the MOSEK solver
In particular `ScalarAffineFunction`, `VectorOfVariables` since the corresponding `get` is defined
Here's a MWE ```julia using Convex using Mosek using MosekTools using SCS W = [1, 0] x = Variable() y = Variable() coeff = x * [1, 0] + y...
See https://github.com/JuliaOpt/MosekTools.jl/blob/aaa8e1e317de9a609ad76788fbfaaef197b82c03/src/constraint.jl#L509 https://github.com/JuliaOpt/MosekTools.jl/blob/aaa8e1e317de9a609ad76788fbfaaef197b82c03/src/objective.jl#L17 @ulfworsoe Not sure how to do that. Is it possible to get the list of baraij matrices for a given row i ?
`@profview` showed quite clearly that all the time was taken by allocating new empty vectors in these three lines: https://github.com/jump-dev/MosekTools.jl/blob/650846dc4869a9eb4c1f0be33b74d09aa7c4bfb8/src/constraint.jl#L54-L56 On @mipals benchmark `..._446.cbf`: ```julia function bench(n) file = "..._$n.cbf"...